I don't know if it is the city of Palermo or the province of Palermo. I have not found any reference anywhere about Lorenzo or Guiseppa. I have found records for four of their children born between 1985 and 1905.

Lorenzo came to the US in 1905 with his oldest son Nunzio. My (corrected: grandfather), Guiseppe, arrived in Dec. of 1905. Guiseppa arrived in 1907.

I have census records from 1920 for Lorenzo, Guiseppa, and two of their children. I have census records for my father, his wife and one of their children.
I have the manifest entires for everyone except a few of the children.

If this 1906 arrival manifest is correct for Giuseppa Sorrentino Milazzo, then her place of birth (and place of birth for her child Carmela and Gaspare) is Trapani.... Palermo was their last residence in Italy...

Thanks so much. I had not seen the 1910 census info despite trying multiple spellings. I had not tried yours.
The Palermo births I had found but did not know where I should inquire further other than the Comune (see below). Thanks.
The Draft card I believe is my grandfathers. He returned to Italy between 1905 and 1909 and returned in 1909.
Finding anything about him has proven difficult because he didn't want to be found (IMHO) due to his association with less than reputable people in NYC his entire life.
I visited a Family SEarch (Mormon) office yesterday but was unable to turn up anything. Now I'm trying to locate my grandmother's naturalization application. Have her petition card but not the application.
PM me for more details.
several weeks ago I did contact the Comune in your link but I have not had a response from them. I wrote to them in Italian (translation as I don't speak Italian)

Hi, not sure if this would be of any help but when my grandfather came to visit in Chicago in 1910 he was accompanied by a friend, Francesco Milazzo, coming from Gabes, Tunisia. Francesco had family friends he was visiting in Chicago.